+428.4%
AXP vs MDT
+58.3%
+370.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | -0.6% | +2.7% | -3.4% | -2.5% |
| 30D | +5.0% | +14.8% | -9.9% | -4.6% |
| 3M | -4.2% | +14.6% | -18.8% | -13.1% |
| 6M | +2.9% | +35.7% | -32.8% | -17.8% |
| YTD | -11.6% | +8.5% | -20.0% | -18.1% |
| 1Y | -11.1% | +13.3% | -24.4% | -20.4% |
| 3Y | +116.7% | +58.6% | +58.2% | +45.9% |
| 5Y | +89.6% | -2.6% | +92.2% | +85.5% |
| 10Y | +428.4% | +60.0% | +368.4% | +271.7% |
| All | +428.4% | +58.3% | +370.1% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MDT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling